+54.2%
KDEF vs SPY
+27.8%
+26.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.6% | +3.4% |
| 7D | -3.1% | -0.9% | -2.2% | -1.6% |
| 30D | -17.3% | -2.4% | -14.9% | -14.5% |
| 3M | -29.7% | -1.2% | -28.5% | -28.1% |
| 6M | -47.1% | +3.3% | -50.3% | -47.8% |
| YTD | -29.2% | +12.3% | -41.5% | -34.8% |
| 1Y | -22.2% | +12.4% | -34.7% | -28.4% |
| All | +54.2% | +27.8% | +26.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling